Remark 1 While optimizing over control input sequences in (REF ) has computational advantages compared to optimization over a sequence of feedback policies in (), it can lead to underconfident predictions and an overly conservative controller.
As a remedy, linear state feedback can be incorporated into the controller [1]}. In that case, hard input constraints can generally not be satisfied and should be replaced with individual chance constraints; the adaptation of the OCPs () and (REF ) is straightforward and can be found in [1]}.

